+661.2%
ONTO vs GWRE
+25.4%
+635.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | +6.5% | -30.9% | +37.5% | +19.2% |
| 30D | -15.9% | -20.7% | +4.8% | -11.4% |
| 3M | -0.2% | +20.2% | -20.3% | -14.8% |
| 6M | +38.7% | -11.9% | +50.6% | +31.0% |
| YTD | +70.4% | -30.3% | +100.7% | +78.9% |
| 1Y | +153.6% | -44.6% | +198.2% | +202.9% |
| 3Y | +109.2% | +48.8% | +60.4% | +20.1% |
| 5Y | +249.7% | +14.8% | +235.0% | +135.4% |
| All | +661.2% | +25.4% | +635.8% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling